+18.9%
ELV vs LPLA
+144.0%
-125.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -2.2% | -1.5% | -0.7% | -2.1% |
| 30D | -0.2% | -6.0% | +5.8% | +0.4% |
| 3M | -6.1% | +21.4% | -27.5% | -7.9% |
| 6M | +42.8% | +12.1% | +30.7% | +40.9% |
| YTD | +14.4% | -1.8% | +16.2% | +14.0% |
| 1Y | +28.6% | +3.2% | +25.4% | +27.5% |
| 3Y | -7.4% | +45.9% | -53.4% | -14.7% |
| All | +18.9% | +144.0% | -125.1% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LPLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling